Risk and Stochastics Conference 2016
The 10th Risk and Stochastics Conference took place on 21 and 22 April 2016.
High profile speakers from the UK, Europe and overseas presented current advances in the areas of insurance mathematics, financial mathematics, and their interface.
This year's conference was hosted by Winton at their auditorium in Hammersmith, West London.
Please view the conference website here.
Complex Systems in Time Conference
Grand Connaught Rooms (Holborn/Covent Garden, London) Friday 4 and Saturday 5 December 2015
Complex systems can be observed from complex social networks and its evolution to transportation and electric power generation; from physical flow of fluids to neurological circuits in our brains; from spatio-temporal dependence of macroeconomic and financial time series to the spread of disease. Understanding any patterns and providing good forecasts in these systems is of paramount importance in decision or policy making. Since data involved is usually high dimensional in nature and dependence among variables can be strong, techniques in handling such data are all evolving to adapt to the new challenges. New research in this direction includes temporal network analysis, statistical and machine learning, parametric and nonparametric inferences and dimension reduction in stationary and non-stationary time series.
The aim of this two-day conference iwas to bring together expertise in these areas to create possible new research opportunities. Researchers from relevant scientific fields can also gain valuable information on new data analytics.
Confirmed invited speakers John Aston (University of Cambridge) Marc Hallin (ECARES) Wolfgang K Härdle (Humboldt University) Eric D Kolaczyk (Boston University) Olivier Ledoit (University of Zurich) Alexei Onatski (University of Cambridge) Richard Samworth (University of Cambridge) Rainer von Sachs (Université catholique de Louvain) Patrick Wolfe (UCL) Jeff Yao (Hong Kong University)
Please view the conference website here.
Current Challenges in Financial Mathematics and Economics
Monday 24 to Friday 28 August 2015
This week-long workshop included talks on 25-27 August 2015 by Pierre Collin-Dufresne (École Polytechnique Fédérale de Lausanne); Alexander Cox (University of Bath); François Delarue (Université Nice-Sophia Antipolis); Romuald Elie (Université Paris-Est Créteil Val-de-Marne); Ying Hu (Université de Rennes 1); Martin Huesmann (University of Bonn); Dmitry Kramkov (Carnegie Mellon University); Martin Larsson (ETH Zürich); Mathieu Rosenbaum (Université Pierre et Marie Curie - Paris VI).
Please visit the workshop website here.
Greek Stochastics Meeting \eta (Sequential and On-line Learning)
Saturday 11 to Monday 13 July 2015
The seventh edition of the Greek Stochastics meeting took place in Chania, Crete, Greece, on 11-13 July 2015. The meeting's primary aim was to facilitate a broad discussion of current research themes related to Sequential and On-line Learning. It consisted of three short courses by Gabor Lugosi (Universitat Pompeu Fabra), Philip Dawid (University of Cambridge) and Nicolas Chopin (ENSAE, Paris) -- see below for more information.
The meeting took place at the Mediterranean Agronomic Institute of Chania.
Please visit the meeting website here.
Risk and Stochastics Conference in honour of Professor Emeritus Ragnar Norberg
Royal Statistical Society, 22-23 April 2015
The 2015 Risk and Stochastics conference celebrated the 70th year of Ragnar Norberg and acknowledged his academic achievements, in particular his legacy at LSE, which is primarily but not solely due to the Risk and Stochastics enterprise, which he was instrumental in founding.
Please view the conference website here.
Cross-national surveys: methods of design and analysis
Monday 15 December 2014
Cross-national surveys such as the European Social Survey (ESS) are one of the most important resources of comparative social science. Their design and analysis raises many distinctive methodological challenges, especially ones related to questions of comparison and comparability between countries. This one-day workshop examines the state of the art and recent developments in the design and statistical analysis of cross-national surveys. The topics covered include critical steps in the design and implementation of such surveys, methodological innovation in the ESS, cross-national equivalence of measurement in survey questions, modelling of survey nonresponse across countries, and statistical modelling of cross-national survey data.
Please view the workshop website here.
Nonlinear time series analysis - thresholding and beyond: a conference in honour of Professor Emeritus Howell Tong to celebrate his 70th birthday
Friday 19 and Saturday 20 September 2014
On the occasion of Professor Howell Tong's 70th birthday, LSE hosted this conference to celebrate the research achievement and the applications in nonlinear time series and related areas by bringing together experts, scholars and young researchers from around the world.
Professor Tong has made pioneering contributions in nonlinear time series analysis. His work on threshold models has had lasting influence, both on theory and application.
Please view the conference website here.
Methods for Longitudinal Data Analysis in the Social Sciences
Monday 8 September 2014 (followed by drinks reception and buffet dinner)
This event was sponsored by the LEMMA node of the ESRC National Centre of Research Methods, and is organised by Fiona Steele (LSE) and Paul Clarke (University of Essex). Please view the conference website here.
Risk and Stochastics Conference 2014
High profile speakers from the UK and overseas presented current advances in the areas of insurance, financial mathematics, and their interface at the Risk and Stochastics 2014 conference in the New Theatre on 24 and 25 April 2014. Further information can be viewed here.
Professor Albert Nikolayevich Shiryeav from the Steklov Mathematical Institute of the Russian Academy of Sciences gave a special programme of six two-hour lectures at LSE on 24, 26, 30 and 31 January and 6 and 7 February 2012 on specific topics of stochastic calculus and its methods.
Conference honouring the scientific achievements of Professor Emeritus David J Bartholomew
This special two-day conference took place on 12 and 13 December 2011 in the Hong Kong Theatre (Clement House) at LSE. Here.
Professor C R Rao gave a seminar on Learning from numbers to generate new knowledge in room NAB 1.04 in the New Academic Buidling on Tuesday 28 June 2011.
C. R. Rao is emeritus professor at Penn State University and research professor at the University of Buffalo. He has been awarded the Guy Medal in Gold by the Royal Statistical Society in 2011. An abstract of the talk is available here.
Professor David Spiegelhalter gave an LSE Public Lecture entitled Trying to quantify uncertainty on 17 November 2010. A podcast of this event is available to listen to via this link.
David Spiegelhalter is Winton Professor of the Public Understanding of Risk at the University of Cambridge, as well as senior scientist in the MRC Biostatistics Unit.